+392.9%
BAC vs SHAK
+87.2%
+305.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | 0.0% | -8.3% | +8.3% | +1.9% |
| 30D | -2.8% | -12.6% | +9.9% | +0.1% |
| 3M | +14.2% | +9.1% | +5.1% | +11.0% |
| 6M | +30.5% | -31.2% | +61.8% | +38.6% |
| YTD | +15.8% | -21.6% | +37.4% | +18.6% |
| 1Y | +26.2% | -38.8% | +64.9% | +36.5% |
| 3Y | +136.5% | +0.6% | +135.9% | +114.7% |
| 5Y | +75.9% | -22.5% | +98.5% | +61.0% |
| All | +392.9% | +87.2% | +305.7% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling